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Sean Penn

Roshan Perera/Splash News

Sean Penn went to great lengths to conduct a secret interview with Joaquín "El Chapo" Guzmán Loera this past October.

His-depth piece on the Mexican drug lord was published on Rolling Stone's website Saturday night, just one day after El Chapo was recaptured by Mexican authorities.

A Mexican law enforcement official told NBC News that Penn and actress Kate del Castillo's phone conversations with El Chapo were intercepted and thus allowed investigators to learn new details about the wanted man's location. Mexican authorities want to speak to Penn and del Castillo, claims a law enforcement official, but the Oscar winner is not worried.

NEWS: The 5 biggest revelations from Sean Penn's interview with El Chapo

When asked if he was concerned about images claiming to show Mexican officials watching him before his visit with El  Chapo, Penn said in an email (excerpted by the BBC), "I've got nothin' to hide."

Penn seemed to be aware of this all along. "There is no question in my mind but that the DEA and the Mexican government are tracking our movements," he wrote in his original Rolling Stone piece, going on to add that while he could "see no spying eyes" during his trek to meet with El Chapo, he knew to "assume they are there."

Per the BBC, Penn did not answer the question over email about whether he should have allowed El Chapo to read the story before it was published. (The Rolling Stone piece begins with a disclosure that reads: "Some names have had
 to be changed, locations not named, and an understanding was brokered with the subject that this piece would be submitted for the subject's approval before publication. The subject did not ask for any changes.")

Penn also reportedly declined to answer a question on whether he did enough to protect his source.

Mexican officials have begun the process of trying to extradite El Chapo to the United States, but that could take "at least a year," according to Mexican officials.

On another note, Penn talks about preferring art over guns in the video below.